+28.8%
CLF vs COR
-3.1%
+31.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.8% | +2.2% |
| 7D | +2.3% | -1.2% | +3.5% | +2.3% |
| 30D | +1.9% | +7.6% | -5.7% | +1.8% |
| 3M | +5.9% | +5.0% | +0.9% | +5.7% |
| 6M | +16.9% | +35.3% | -18.4% | +16.4% |
| YTD | -1.1% | +4.2% | -5.3% | +1.7% |
| 1Y | +28.8% | -3.4% | +32.3% | +33.8% |
| All | +28.8% | -3.1% | +31.9% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling